Your description (specially points 2 and three) confuses me a little. Can you please make a hand-made drawing of the three regions you want to fill?
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Gonzalo MedinaFeb 26 '14 at 3:39

I am currently working on pgfplots 1.10 which will contain a systematic and simple approach to fill areas between plots. Would you mind if I take your example into the pgfplots manual?
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Christian FeuersängerFeb 26 '14 at 21:43

This is used as an example in Section 5.6.6 Intersection Segment Recombination of the pgfplots 1.11 manual.
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alfCOct 30 '14 at 10:40

I acknowledge that my question was a little bit confusing. I needed to color exactly the orange area, the yellow and the cyan one. I must admit however that I'm still missing the sequence I have to use to color the areas without one overlapping the other. I'll post my final answer below. ps: how do you post the figure in your answer? Is there any hidden compiler or sth?
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ChedlyFeb 26 '14 at 13:26

@Chedly to add an image, on Linux I use Okular as pDF viewer; I can then select the designated area and save the image as a PNG image whivh then I upload using the functionality provided by the site (the button with an image icon that appears on top of the editing window when you campose/edit a question/answer). In Windows I use GreenShot to do basically the same.
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Gonzalo MedinaFeb 26 '14 at 18:31

Version 1.10 of pgfplots has been released just recently, and it comes with a new solution for the problem to fill the area between plots.

Note that the old solution is still possible and still valid; this here is merely an update which might simplify the task. In order to keep the knowledge base of this site up-to-date, I present a solution based on the new fillbetween library here:

This solution labels the two involved input plots by g3 and g6, respectively. The third \addplot command makes uses of the new \usepgfplotslibrary{fillbetween}: it computes the filled region between g3 and g6. In addition, it clips the result to domain=-6:6 ("soft clip" is quite similar to standard clipping, but tailored for this use-case and with a simplified syntax). Consequently, everything right of x=6 is not part of the filled region. The key split means that the filled region should be split into individual segment, and each segment can receive an individual style. In our case, we assign segment styles for the 0st and 1st segment to be yellow and a pattern, respectively.

The following \path instruction computes (but does not draw) the part below the intersection. It does so by means of the new feature intersection segments which is also part of \usepgfplotslibrary{fillbetween}. In this case, the intersection segments consists of B0 which is the first (0th) segment of the second argument of g3 and g6, in other words: the first intersection segment of g6. It connects this part with A1 which is the second (1st) part of the first argument of of=g3 and g6. This result is not drawn and not filled; it is merely associated with the name lower.

The \path[name path=axis] simply assigns a name a path of the x axis.

Finally, the last \addplot fill between fills the region between the axis and lower and fills it with a pattern. Note that this fill between also has a soft clip path which restricts its region to x=-6:6.